+156.6%
XLV vs SEI
+644.4%
-487.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.4% |
| 7D | -3.6% | +22.6% | -26.1% | -4.6% |
| 30D | -1.8% | +9.1% | -10.9% | -2.4% |
| 3M | +7.8% | -11.3% | +19.1% | +7.9% |
| 6M | +9.1% | +22.0% | -12.9% | +6.8% |
| YTD | +7.7% | +47.3% | -39.5% | +3.8% |
| 1Y | +20.4% | +124.8% | -104.3% | +12.2% |
| 3Y | +30.8% | +591.3% | -560.5% | +5.8% |
| 5Y | +34.6% | +1,008.2% | -973.6% | +0.3% |
| All | +156.6% | +644.4% | -487.8% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling